Bootstrapping log likelihood and EIC, an extension of AIC

Annals of the Institute of Statistical Mathematics

Volumn 49, Issue 3, 1997, Pages 411-434

  Ishiguro, Makio ^a   Sakamoto, Yosiyuki ^a   Kitagawa, Genshiro ^a  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

AIC; Bias correction; Bootstrap; Estimator selection; Expected log likelihood; Information criterion; Log likelihood; MLE; Model selection; Penalized log likelihood; Predictive distribution

Indexed keywords

EID: 9844236466     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003158526504     Document Type: Article

References (14)

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